WFD Unibail's market value is the price at which a share of WFD Unibail trades on a public exchange. It measures the collective expectations of WFD Unibail Rodamco investors about its performance. WFD Unibail is trading at 84.00 as of the 2nd of February 2025. This is a 1.08 percent up since the beginning of the trading day. The stock's lowest day price was 84.0. With this module, you can estimate the performance of a buy and hold strategy of WFD Unibail Rodamco and determine expected loss or profit from investing in WFD Unibail over a given investment horizon. Check out WFD Unibail Correlation, WFD Unibail Volatility and WFD Unibail Alpha and Beta module to complement your research on WFD Unibail.
Please note, there is a significant difference between WFD Unibail's value and its price as these two are different measures arrived at by different means. Investors typically determine if WFD Unibail is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WFD Unibail's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
WFD Unibail 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to WFD Unibail's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of WFD Unibail.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure WFD Unibail's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess WFD Unibail Rodamco upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for WFD Unibail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WFD Unibail's standard deviation. In reality, there are many statistical measures that can use WFD Unibail historical prices to predict the future WFD Unibail's volatility.
At this point, WFD Unibail is very steady. WFD Unibail Rodamco shows Sharpe Ratio of 0.0313, which attests that the company had a 0.0313 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for WFD Unibail Rodamco, which you can use to evaluate the volatility of the company. Please check out WFD Unibail's Risk Adjusted Performance of 0.0356, downside deviation of 3.38, and Mean Deviation of 1.07 to validate if the risk estimate we provide is consistent with the expected return of 0.0619%. WFD Unibail has a performance score of 2 on a scale of 0 to 100. The firm maintains a market beta of -0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning WFD Unibail are expected to decrease at a much lower rate. During the bear market, WFD Unibail is likely to outperform the market. WFD Unibail Rodamco currently maintains a risk of 1.98%. Please check out WFD Unibail Rodamco jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if WFD Unibail Rodamco will be following its historical returns.
Auto-correlation
-0.51
Good reverse predictability
WFD Unibail Rodamco has good reverse predictability. Overlapping area represents the amount of predictability between WFD Unibail time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of WFD Unibail Rodamco price movement. The serial correlation of -0.51 indicates that about 51.0% of current WFD Unibail price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.51
Spearman Rank Test
-0.53
Residual Average
0.0
Price Variance
6.44
WFD Unibail Rodamco lagged returns against current returns
Autocorrelation, which is WFD Unibail pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting WFD Unibail's pink sheet expected returns. We can calculate the autocorrelation of WFD Unibail returns to help us make a trade decision. For example, suppose you find that WFD Unibail has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
WFD Unibail regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If WFD Unibail pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WFD Unibail pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WFD Unibail pink sheet over time.
Current vs Lagged Prices
Timeline
WFD Unibail Lagged Returns
When evaluating WFD Unibail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WFD Unibail pink sheet have on its future price. WFD Unibail autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, WFD Unibail autocorrelation shows the relationship between WFD Unibail pink sheet current value and its past values and can show if there is a momentum factor associated with investing in WFD Unibail Rodamco.
WFD Unibail financial ratios help investors to determine whether WFD Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in WFD with respect to the benefits of owning WFD Unibail security.